Anic Equity¶
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Total return since start: 0.561 %¶
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Equity now: -----------------------------> 47695.49 Kr¶
Max Equity ever reached: ------------> 48629.89 Kr¶
Portfolio value: --------------------------> 46300.57 Kr¶
PnL: ---------------------------------------> -588.0 Kr¶
DD now: ---------------------------------> -1.921 %¶
Max portfolio DD since start: ----> -13.025 %¶
Updated:¶
'2023-01-20 17:28:47.772930'
Anic Portfolio Holdings¶
| volume | changePercent | value | profit | profitPercent | acquiredValue | |
|---|---|---|---|---|---|---|
| name | ||||||
| Beijer Electronics Group | 26 | 1.850000 | 3140.800000 | 169.800000 | 5.720000 | 2971.000006 |
| HEBA B | 70 | 0.900000 | 2758.000000 | 122.000000 | 4.630000 | 2636.000010 |
| SAAB B | 8 | 0.350000 | 3438.400000 | 61.400000 | 1.820000 | 3377.000000 |
| FM Mattsson Mora Group B | 50 | -1.820000 | 2975.000000 | 48.000000 | 1.640000 | 2927.000000 |
| Corem Property Group B | 59 | 0.580000 | 614.780000 | 37.780000 | 6.550000 | 576.999999 |
| AcadeMedia | 12 | 2.240000 | 592.320000 | 35.320000 | 6.340000 | 557.000004 |
| Boozt | 12 | 3.840000 | 1687.200000 | 33.200000 | 2.010000 | 1653.999996 |
| Resurs Holding | 22 | 4.240000 | 600.820000 | 26.820000 | 4.670000 | 573.999998 |
| Samhällsbyggnadsbo. i Norden B | 20 | 0.630000 | 380.600000 | 25.600000 | 7.210000 | 355.000000 |
| MedCap | 2 | 0.910000 | 444.000000 | 23.000000 | 5.460000 | 421.000000 |
| OEM International B | 7 | 1.960000 | 546.700000 | 18.700000 | 3.540000 | 527.999997 |
| Eastnine | 4 | -0.940000 | 504.800000 | 13.800000 | 2.810000 | 491.000000 |
| HMS Networks | 2 | -0.060000 | 686.000000 | 13.000000 | 1.930000 | 673.000000 |
| Norva24 Group | 16 | -3.670000 | 554.880000 | 11.880000 | 2.190000 | 543.000000 |
| Intrum | 4 | -0.340000 | 534.400000 | 7.400000 | 1.400000 | 527.000000 |
| Karnov Group | 9 | 4.700000 | 541.800000 | 5.800000 | 1.080000 | 536.000004 |
| Essity A | 4 | 0.350000 | 1154.000000 | 5.000000 | 0.440000 | 1149.000000 |
| Fastighetsbolag. Emilshus Pref | 21 | 0.370000 | 567.000000 | 5.000000 | 0.890000 | 562.000005 |
| Coor Service Management Hold. | 8 | 1.060000 | 535.600000 | 3.600000 | 0.680000 | 532.000000 |
| Swedbank A | 3 | 0.690000 | 566.850000 | 2.850000 | 0.510000 | 564.000000 |
| Essity B | 2 | 0.840000 | 576.000000 | 2.000000 | 0.350000 | 574.000000 |
| Creaspac SPAC | 6 | 0.420000 | 577.800000 | 0.800000 | 0.140000 | 577.000002 |
| Handelsbanken A | 5 | 0.600000 | 543.500000 | -2.500000 | -0.460000 | 546.000000 |
| Samhällsbyggnadsbo. i Norden D | 12 | 0.100000 | 242.400000 | -3.600000 | -1.460000 | 246.000000 |
| CTEK | 13 | 2.190000 | 528.710000 | -5.290000 | -0.990000 | 533.999999 |
| Securitas B | 6 | 0.090000 | 564.240000 | -5.760000 | -1.010000 | 570.000000 |
| Sampo Oyj SDB | 7 | 1.480000 | 3843.000000 | -7.000000 | -0.180000 | 3850.000000 |
| Nordea Bank Abp | 29 | 0.590000 | 3441.140000 | -12.860000 | -0.370000 | 3453.999992 |
| Midsona B | 63 | 1.840000 | 558.180000 | -24.820000 | -4.260000 | 582.999984 |
| International Petroleum Corp. | 5 | 1.670000 | 547.500000 | -47.070000 | -7.920000 | 594.565215 |
| Vivesto | 1368 | -0.290000 | 557.050000 | -55.950000 | -9.130000 | 612.999432 |
| Axfood | 13 | 0.710000 | 3667.300000 | -88.700000 | -2.360000 | 3756.000001 |
| OX2 | 18 | 1.580000 | 1449.000000 | -215.000000 | -12.920000 | 1663.999992 |
| Fasadgruppen Group | 35 | 2.560000 | 3500.000000 | -311.000000 | -8.160000 | 3810.999990 |
| Ovzon | 52 | -0.360000 | 2880.800000 | -481.200000 | -14.310000 | 3361.999992 |
| TOTAL | 46300.570000 | -588.000000 | -1.92145% | 46888.564618 |
Updated:¶
'2023-01-20 17:29:00.445756'
None
Last optimization/rebalancing:¶
'2023-01-02'
Next optimization/rebalancing:¶
'2023-02-10'
AVAN-Live vs backtest and OMXSE30 2023¶
C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning: Output cache limit (currently 1000 entries) hit. Flushing oldest 200 entries.
Walk forward test results - depending on starting day¶
Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶
